ECBOT 30 Year Treasury Bond Future March 2024

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	113-10	112-18	-0-24	-0.7%	116-23
High	113-12	112-26	-0-18	-0.5%	117-02
Low	112-02	110-20	-1-14	-1.3%	112-16
Close	112-14	110-23	-1-23	-1.5%	113-27
Range	1-10	2-06	0-28	66.7%	4-18
ATR	1-06	1-08	0-02	5.9%	0-00
Volume	37	840	803	2,170.3%	724

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	117-30	116-17	111-30
R3	115-24	114-11	111-10
R2	113-18	113-18	111-04
R1	112-05	112-05	110-29	111-24
PP	111-12	111-12	111-12	111-06
S1	109-31	109-31	110-17	109-18
S2	109-06	109-06	110-10
S3	107-00	107-25	110-04
S4	104-26	105-19	109-16

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	128-05	125-18	116-11
R3	123-19	121-00	115-03
R2	119-01	119-01	114-22
R1	116-14	116-14	114-08	115-14
PP	114-15	114-15	114-15	113-31
S1	111-28	111-28	113-14	110-28
S2	109-29	109-29	113-00
S3	105-11	107-10	112-19
S4	100-25	102-24	111-11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-17	110-20	4-29	4.4%	1-21	1.5%	2%	False	True	218
10	119-07	110-20	8-19	7.8%	1-19	1.4%	1%	False	True	190
20	121-01	110-20	10-13	9.4%	1-02	0.9%	1%	False	True	96
40	123-01	110-20	12-13	11.2%	0-20	0.6%	1%	False	True	50
60	128-00	110-20	17-12	15.7%	0-14	0.4%	1%	False	True	33

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-09
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	122-04
2.618	118-17
1.618	116-11
1.000	115-00
0.618	114-05
HIGH	112-26
0.618	111-31
0.500	111-23
0.382	111-15
LOW	110-20
0.618	109-09
1.000	108-14
1.618	107-03
2.618	104-29
4.250	101-10

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	111-23	112-23
PP	111-12	112-02
S1	111-02	111-12

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These figures are updated between 7pm and 10pm EST after a trading day.

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